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Best for Plotting Level II Book - jtRealStats or SupperiaDOM?
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Best for Plotting Level II Book - jtRealStats or SupperiaDOM?

  #21 (permalink)
Trading Apprentice
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Whitelight View Post
yes its faster and saves resources on your pc, and for me its just simpler and easyier.
you can see the largest orders..

the german programmer also korrekted some bugs in the original indicator.

jtRealsStats and EDS_Level_2 have both bugs and are not working properly and that is why they aro slowing your PC.

Whitelight,.

Many thanks for letting us know about this indicator. I do like that it saves on resources on your pc.
I have an older computer which one day I will upgrade.

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  #22 (permalink)
Elite Member
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Whitelight,

Ok, good to know ... thanks. I haven't had any PC slowing myself, but at times jtrs does seem to lag.
If so, I just refresh the indicators by changing something on that chart's indicator settings.

As for your suggested indicator, I can't open the pasted zip file within the indicator folder to F5 compile it per the instructions on the download page. Any ideas? I've tried it twice w/o success.

I did get EDSlevel2 loaded, and it's a lot harder to read than jtrs.

Again, my problem with jtrs401 and DOMAlert is that I can only see the book for one exchange at a time.
Any ideas on a fix for that?

Thanks,

Mark

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  #23 (permalink)
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dont know where the problem is - it works fine for me
https://bitbucket.org/ninjatrader/level2/wiki/Home

maybe you need the 7-Zip program.. 7-Zip (32 Bit) - Download - CHIP Online

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but you have to compile it through ninjatrader..


Quoting 
Again, my problem with jtrs401 and DOMAlert is that I can only see the book for one exchange at a time.
Any ideas on a fix for that?

this is a ninjatrader 7 issue i think..

CQG & ZEN-FIRE simultaneously - NinjaTrader Support Forum

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  #24 (permalink)
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Hi,

Thanks, I finally got it. I had loaded the correct .cs file, but turns out it was loaded twice and that interfered with the compiling feature. I'll be able to give the indicator a try tomorrow.

Re: the multiple exchange book data issue, yes it does seem to be the case that NT7 just can't do it.
I have been able to put different exchange book data on different charts for the same symbol,
but I'm not yet sure if they are accurate.

However, your linked issue is not my issue. I'm talking about multiple exchange book data streams from a single provider, not multiple data providers. I'm only connected to the IB feed.

As for jtrealstats and DOMAlert's reliability, do you know exactly what these bugs are? Did something go wrong when they were converted to NT7? I'd very much like to get the alert features working correctly, but today
I could see that DOMAlert and jtrs were both missing large orders that appeared on my IB book trader window.
And, I can see in the programming notes that there appears to be some lag issues.

I've also reached out to the DOMAlert programmer and I'll share any response I get on this thread.

On the other hand, if Level2_v1 is bug free, maybe these kind of book alerts can be built into it as well.

Thanks again,

Mark

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  #25 (permalink)
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i am not the programmer, so I canīt say what was wrong whith this indicators.
but there were some bugs.
for example you can change the colours now permanently etc.
update on every change in the level_2

here are the changes listed:
https://bitbucket.org/ninjatrader/level2/commits/all

but he is not a member on bigmike and i found no was to contakt him through bitbucket.
I know him just from a chat on skype.

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  #26 (permalink)
Elite Member
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Ok, thanks.

I did try level2_v1 today and it didn't work right. I only got one or two levels at most, and it was frequently inaccurate, delayed, or just blank. I loaded it few time on different charts, and also closed the other level2 indicators but it didn't help.

I'm using IB data for stocks, and maybe this indicator only works for zenfire, or fx, something like that.

Fingers crossed for NT8, at this point.

Mark

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  #27 (permalink)
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I took another look at jtrealstats and DOMAlert indicators for NT7 since I am still trying to develop a trading system based on deep order book data. Again, I really like these indicators, but there are some issues with them that I hope someone like Zondor or RJay can help me straighten out.

Principally, I wanted to see if there is a way to make these indicators work better with my current IB book data feed. I'm getting deep book data for Nasdaq (TotalView) and ARCA deep book along with top of book data for the other exchanges. However, NT charts will only get book data for the one exchange designated for that stock symbol within instrument manager. (Selecting multiple exchanges within instrument manager for a symbol doesn't help.) As a result, these NT indicators miss large portions of the overall book, which means I frequently don't see large order bars on jtrs and I don't get alerts on large orders with DOMAlert.

The crux of the problem is that IB's book data isn't consolidated into a single feed, and NT7 isn't set up to consolidate the various book feeds like IB TWS' market depth window does. As a workaround, I did manage to run a default chart and an ARCA chart for the same symbol, with DOMAlert running on both. But, I'm not confident in the results. Both applications still seem to be missing large orders.

I asked NT support about this issue and got some potentially useful feedback. The tech came up with a custom script to call book data for second instrument within a single chart - that second instrument being the same symbol with a different exchange designated within instrument manager. So, on a single AAPL chart, I can call book data from Nasdaq (AAPL - the default instrument) and ARCA (AAPL2 - a created instrument) at the same time.

This method should also work with the jtrs or domalert indicators if the custom script calling the second instrument is added to these programs. The thing is I have no idea how to do that. I'm not a programmer, and NT support isn't willing to do it. Therefore, I'm hoping that someone is willing to take a look at this script and see if it is possible to effectively add it to these indicators?

Beyond this issue, there are other problems with these indicators that need to be fixed to make them work right.
Perhaps someone would be willing to address these as well:

1) jtrealstats401 works better than 301, but DOMAlert has been built on 301. Is there a way to add the alert
scripts to version 401 since it runs better? I've tried to contact LostTrader, the author of DOMAlert, but no reply as yet.

2) Neither indicator works consistently well. They frequently miss large orders, leave former orders plotted, or lag for a while and then catch up. I can see in the notes that 401 was supposed to be a beta, but I don't know how to fix these issues. I did look at a string of book data generated into the output window while working on the custom script for two instruments and it looks like all of the book data is there. It just doesn't always show
up on the screen or alert.

3) There are some minor presentation issues. The volume indicators cover the histograms so I can't read the order
quantities (I just turn off the vol indicators). The histograms sizes become too small after a very large order gets plotted. The program is set to make all histograms proportional to the largest order. So, after a large order comes in, all the small orders become too small to read, even after the large order is gone (I have to reset the indicators
to get them right-sized again). There needs to be a margin for the histograms so they don't overlap the chart data. On a volume ladder chart the margin is already there, but on a candlestick chart it gets cluttered.

Beyond fixes, I have some suggestions for additional features. But, I'll leave that for another time. For now, I'm just trying to reach out for some technical help on the issues given above.

Thanks for your attention to this matter.

I've attached the custom script to call a second instrument and my copies of jtrs401 and DOMalert.

Mark

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  #28 (permalink)
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Sorry, the file attachments didn't go through.

I'll try again, and/or load them through the file sharing system, or paste the links.

Attached Files
Register to download File Type: zip ATestLevelII.zip (1.7 KB, 119 views)
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  #29 (permalink)
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and ...

Attached Files
Register to download File Type: zip DOMAlert.zip (10.5 KB, 145 views)
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  #30 (permalink)
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and finally this ...

Attached Files
Register to download File Type: cs JT_Realstats_RJ7v401.cs (47.2 KB, 196 views)

Last edited by NoCanDefend; October 11th, 2013 at 12:30 PM. Reason: link loaded
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